+404.4%
SNXX vs TFC
+3.1%
+401.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.3% | -8.0% |
| 7D | +16.8% | -2.5% | +19.3% | +17.0% |
| 30D | +65.3% | -2.8% | +68.1% | +66.1% |
| 3M | -34.8% | +2.1% | -36.9% | -36.2% |
| 6M | +255.1% | +10.1% | +245.0% | +219.9% |
| All | +404.4% | +3.1% | +401.3% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling